FDDividendEuropeanEngineShiftScale (3) Linux Manual Page

ql/pricingengines/vanilla/fddividendeuropeanengine.hpp – finite-differences engine for European option with dividends

Synopsis

#include <ql/instruments/dividendvanillaoption.hpp>
#include <ql/pricingengines/vanilla/fddividendengine.hpp>

Typedefs

typedef FDEngineAdapter< FDDividendEngine, DividendVanillaOption::engine > FDDividendEuropeanEngine
Finite-differences pricing engine for dividend European options.
typedef FDEngineAdapter< FDDividendEngineMerton73, DividendVanillaOption::engine > FDDividendEuropeanEngineMerton73

typedef FDEngineAdapter< FDDividendEngineShiftScale, DividendVanillaOption::engine > FDDividendEuropeanEngineShiftScale

Detailed Description

finite-differences engine for European option with dividends

Author

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